Here's a views based approach -
# Based on http://stackoverflow.com/a/41417343/3293881 by @Eric
def setdiff2d(a, b):
    # check that casting to void will create equal size elements
    assert a.shape[1:] == b.shape[1:]
    assert a.dtype == b.dtype
    # compute dtypes
    void_dt = np.dtype((np.void, a.dtype.itemsize * np.prod(a.shape[1:])))
    orig_dt = np.dtype((a.dtype, a.shape[1:]))
    # convert to 1d void arrays
    a = np.ascontiguousarray(a)
    b = np.ascontiguousarray(b)
    a_void = a.reshape(a.shape[0], -1).view(void_dt)
    b_void = b.reshape(b.shape[0], -1).view(void_dt)
    # Get indices in a that are also in b
    return np.setdiff1d(a_void, b_void).view(orig_dt)
Sample run -
In [81]: X
Out[81]: 
array([[ 0,  1],
       [ 1,  2],
       [ 4,  5],
       [ 5,  6],
       [ 8,  9],
       [ 9, 10]])
In [82]: Y
Out[82]: 
array([[ 5,  6],
       [ 9, 10]])
In [83]: setdiff2d(X,Y)
Out[83]: 
array([[0, 1],
       [1, 2],
       [4, 5],
       [8, 9]])